You can turn off default feedback on Lesson and substitute your own for each possible answer (activity settings->Appearance->Use default feedback->No). You can only substitute one feedback per answer, not different feedback for each question attempt.
Lesson has improved in version 2 so some extent...and so has everything else. We were a little hesitant to upgrade from 1.9 because it was doing what we wanted and we had a lot of customization but when we upgraded, we were really pleased and didn't have to apply a lot of the customization we'd been using. 2 has so many nice features and it works really well. It does require an adjustment because it is different but I strongly recommend it...and if you do, you could try using quiz for what you're talking about...
You could use a quiz set to use adaptive mode and add hints (hints show up in 2). Quiz won't do jumps but it will let you set different feedback based on attempts. Adaptive mode lets users submit answers individually...if you set it to display one question per page or set page breaks where you want them it might act like lesson a little more.